+1,369.7%
CRWD vs SM
+257.9%
+1,111.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +1.5% | +26.3% | -24.8% | -0.8% |
| 3M | +18.5% | +8.7% | +9.9% | +17.1% |
| 6M | +109.1% | +51.7% | +57.4% | +99.4% |
| YTD | +81.8% | +99.0% | -17.2% | +68.7% |
| 1Y | +106.7% | +34.6% | +72.1% | +98.4% |
| 3Y | +428.7% | -7.8% | +436.4% | +417.6% |
| 5Y | +206.4% | +104.8% | +101.6% | +182.1% |
| All | +1,369.7% | +257.9% | +1,111.8% | +1,154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling